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Full-Text Articles in Databases and Information Systems
Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater
Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater
SMU Data Science Review
The problem of forecasting market volatility is a difficult task for most fund managers. Volatility forecasts are used for risk management, alpha (risk) trading, and the reduction of trading friction. Improving the forecasts of future market volatility assists fund managers in adding or reducing risk in their portfolios as well as in increasing hedges to protect their portfolios in anticipation of a market sell-off event. Our analysis compares three existing financial models that forecast future market volatility using the Chicago Board Options Exchange Volatility Index (VIX) to six machine/deep learning supervised regression methods. This analysis determines which models provide best …
Factors That Predict The Adoption Of Online Shopping In Saudi Arabia, Momen Nachar
Factors That Predict The Adoption Of Online Shopping In Saudi Arabia, Momen Nachar
Walden Dissertations and Doctoral Studies
Despite the increased numbers of online consumers, e-commerce growth is slow in the Kingdom of Saudi Arabia. In this correlational study, the technology acceptance model (TAM) was used as a theoretical framework to examine whether perceived ease of use of e-commerce platforms and perceived usefulness of e-commerce platforms could predict consumers' intention to adopt shopping online. A pre-existing TAM survey instrument was used to collect data from consumers (N = 95) who live in a City and have shopped at least once online. The regression analysis confirmed a positive statistically significant relationship between perceived ease of use of e-commerce platforms …